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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Kumar, Dilip"
~person:"Pierdzioch, Christian"
~subject:"Forecasting"
~subject:"Volatility"
~type_genre:"Article in journal"
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Forecasting
Volatility
Volatilität
106
Forecasting model
103
Prognoseverfahren
103
Estimation
85
Schätzung
85
Capital income
64
Kapitaleinkommen
64
Theorie
62
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51
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48
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40
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Chang, Chia-Lin
Kumar, Dilip
Pierdzioch, Christian
Gupta, Rangan
171
Bouri, Elie
88
Ma, Feng
87
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
65
Tiwari, Aviral Kumar
58
Kang, Sang Hoon
53
Bollerslev, Tim
52
McMillan, David G.
51
Wohar, Mark E.
51
Mensi, Walid
48
Wang, Yudong
48
Xuan Vinh Vo
45
Caporale, Guglielmo Maria
41
Zhang, Yaojie
41
Andersen, Torben
39
Salisu, Afees A.
39
Corbet, Shaen
38
Demirer, Rıza
38
Liang, Chao
37
Wei, Yu
37
Balcilar, Mehmet
36
Chevallier, Julien
36
Hegerty, Scott W.
35
Yoon, Seong-min
35
Lucey, Brian M.
34
Todorov, Viktor
34
Ji, Qiang
33
Roubaud, David
33
Brooks, Robert
32
Apergēs, Nikolaos
31
Zhang, Jin E.
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
Hamori, Shigeyuki
30
Ryu, Doojin
30
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The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
7
Energy economics
6
Theoretical economics letters
6
Economic modelling
5
Finance research letters
4
IIMB management review
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Global business review
3
International review of financial analysis
3
Journal of econometrics
3
The European journal of finance
3
The journal of prediction markets
3
American journal of finance and accounting
2
Annals of financial economics
2
Applied economics letters
2
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2
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2
Journal of emerging market finance
2
Journal of financial markets
2
Journal of forecasting
2
Journal of international money and finance
2
Journal of quantitative economics
2
Macroeconomic dynamics
2
Research in international business and finance
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
Applied economics
1
Applied financial economics letters
1
Computational economics
1
Economic systems
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial innovation : FIN
1
German economic review
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International Journal of Financial Studies : open access journal
1
International economics and economic policy : IEEP
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
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ECONIS (ZBW)
125
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
3
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
4
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
7
European travel and leisure sector and uncertainties : a risk spillover analysis
Kumar, Dilip
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
1
,
pp. 48-67
Persistent link: https://www.econbiz.de/10014246014
Saved in:
8
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
9
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
10
COVID-19 and cryptocurrency market : impact on return, volatility and liquidity
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The journal of prediction markets
16
(
2022
)
2
,
pp. 19-38
Persistent link: https://www.econbiz.de/10014289740
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